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We introduce a filtering technique for Discontinuous Galerkin approximations of hyperbolic problems. Following an approach already proposed for the Hamilton-Jacobi equations by other authors, we aim at reducing the spurious oscillations…
Fixed-point iterative sweeping methods were developed in the literature to efficiently solve steady state solutions of Hamilton-Jacobi equations and hyperbolic conservation laws. Similar as other fast sweeping schemes, the key components of…
In this paper, we propose an adaptive high-order method for hyperbolic systems of conservation laws. The proposed method is based on a dual formulation approach: Two numerical solutions, corresponding to conservative and nonconservative…
Shallow water moment equations are reduced-order models for free-surface flows that allow to represent vertical variations of the velocity profile at the expense of additional evolution equations for a number of additional variables, so…
This work introduces and rigorously analyzes a novel operator-splitting finite element scheme for approximating viscosity solutions of a broad class of constrained second-order partial differential equations. By decoupling the primary PDE…
The aim of this paper is to develop a general method for constructing approximation schemes for viscosity solutions of fully nonlinear pathwise stochastic partial differential equations, and for proving their convergence. Our results apply…
This paper is concerned with monotone (time-explicit) finite difference schemes associated with first order Hamilton-Jacobi equations posed on a junction. They extend the schemes recently introduced by Costeseque, Lebacque and Monneau…
The weighted essentially non-oscillatory (WENO) schemes are a popular class of high order accurate numerical methods for solving hyperbolic partial differential equations (PDEs). The computational cost of such schemes increases…
A novel method for constructing robust and high-order accurate weighted essentially non-oscillatory (WENO) scheme is proposed in this paper. The method is mainly based on the WENO-Z type scheme, in which, an eighth-order global smoothness…
In this paper, we propose a hybrid finite volume Hermite weighted essentially non-oscillatory (HWENO) scheme for solving one and two dimensional hyperbolic conservation laws. The zeroth-order and the first-order moments are used in the…
We propose a simple yet effective local smoothness indicator for the downwind stencil in central-upwind weighted essentially non-oscillatory (WENO) schemes of even order for hyperbolic conservation laws. Starting from an odd-order upwind…
Second-order methods are of great importance for composite convex optimization problems due to their local super-linear convergence rates (under appropriate assumptions). However, the presence of even a simple nonsmooth function in the…
This paper is devoted to solving a class of second order Hamilton-Jacobi-Bellman (HJB) equations in the Wasserstein space, associated with mean field control problems involving common noise. The well-posedness of viscosity solutions to the…
We introduce a new numerical method to approximate the solution of a finite horizon deterministic optimal control problem. We exploit two Hamilton-Jacobi-Bellman PDE, arising by considering the dynamics in forward and backward time. This…
This paper discusses several (sub)gradient methods attaining the optimal complexity for smooth problems with Lipschitz continuous gradients, nonsmooth problems with bounded variation of subgradients, weakly smooth problems with H\"older…
Higher order finite difference Weighted Essentially Non-Oscillatory (WENO) schemes for conservation laws represent a technology that has been reasonably consolidated. They are extremely popular because, when applied to multidimensional…
In this paper, we introduce some adaptive methods for solving variational inequalities with relatively strongly monotone operators. Firstly, we focus on the modification of the recently proposed, in smooth case [1], adaptive numerical…
This work introduces a new higher-order accurate super compact (HOSC) finite difference scheme for solving complex unsteady three-dimensional (3D) non-Newtonian fluid flow problems. As per the author's knowledge, the proposed scheme is the…
Recently, the targeted ENO (TENO) schemes give a novel framework to keep optimal high-order spatial reconstruction wherever discontinuity is deemed to be vanished, including at smooth critical points, and to avoid oscillations by completely…
In this paper, a simple fifth-order finite difference Hermite WENO (HWENO) scheme combined with limiter is proposed for one- and two- dimensional hyperbolic conservation laws. The fluxes in the governing equation are approximated by the…